+94.6%
FCX vs SPOT
+255.8%
-161.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.8% |
| 7D | -1.0% | +2.5% | -3.6% | -1.3% |
| 30D | -15.2% | +15.1% | -30.3% | -17.0% |
| 3M | -10.3% | +24.8% | -35.1% | -13.6% |
| 6M | +1.6% | +45.8% | -44.2% | -5.7% |
| YTD | +23.9% | +4.9% | +19.0% | +22.2% |
| 1Y | +58.0% | -1.3% | +59.3% | +57.8% |
| 3Y | +94.6% | +257.7% | -163.1% | +95.0% |
| All | +94.6% | +255.8% | -161.2% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling